They all excel in different areas, imo. E1 has a great sense of place and thematic consistency for such an old game, absolutely the perfect "hook" episode to have started Doom with, from the perspective of both a developer or as a player.
E2 keeps some of that tech essence, but introduces elements of corruption and abstract design by comparison to E1. It also feels a little more abandoned, a little more eerie, and is certainly a distinct notch harder. The atmosphere is where this one shines.
E3 admittedly is a bit of a letdown, but the full-on abstract design and hellish themes in some maps is still excellent. Honestly, I think I was just spoiled by playing Doom 2 and about a dozen PWADs before actually getting the full Ultimate Doom, the abstraction and bright glowing red rocks and such probably would have captured me more if it was my first time seeing such maps, but it wasn't.
As a babe, E4 felt like what I "hoped for" from E3 for those years of seeing it on the shareware episode select screen. The first two maps absolutely rocked my shit, I couldn't beat them legitimately til a couple years later. I fucking loved that. It felt like there was still more for me to grow toward / look forward to in Doom. I iddqd'd it as a kid and loved the whole damn episode, but as a more discerning adult, it's still great but it's SO frontloaded in terms of challenge and fun, which was a mistake with the gift of nearly 30 years of hindsight.
All in all, E3 is the worst of a very important and entertaining bunch, especially for their age and groundbreaking nature.